There a some cards like Kingdom of Shadows, Bay of Ice, Kingroad that state "kneel all copies in play". As far as i know if one copy is already knelt the effect wont happen. But do the remaining locations kneel?

Yes. The remaining copies all kneel because you always do as much of an effect as you are able.

However, kneeling "all copies in play" will not have been considered successful when determining if you can do any part of the effect that is dependent on kneeling "all copies in play" (say, because it's a cost or because you "then" do something else).